Jing-Zhi Huang
Finance · with Helwege · 2000–2013
A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 23 researchers here, as inferred from the citation graph.
Subfields
- Finance — 66 citations into it; #1,865 of 10,518 by trust here, #936 by citations
- Economics and Econometrics — 13 citations into it
Whom Jing-Zhi Huang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jing-Zhi Huang overall
- S. J. Koopman
- Diego García
- Sebastian Gryglewicz
- André Lucas
- Zhiguo He
- Kay Giesecke
- Joost Driessen
- Simon Gilchrist
- Sergei Davydenko
- Alexander Reisz
Papers from Jing-Zhi Huang's perspective
Ordered by how strongly the researchers Jing-Zhi Huang trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Explaining the Rate Spread on Corporate Bonds
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Determinants of Credit Spread Changes
- Term premia and interest rate forecasts in affine models
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Generalized autoregressive conditional heteroskedasticity
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Default Risk in Equity Returns
Their papers
- Liquidity Effects in Corporate Bond Spreads (2013) — 126 citations
- Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004) — 941 citations
- How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? (2003) — 454 citations
- The Valuation of American Barrier Options Using the Decomposition Technique (2000) — 103 citations